-34.1%
WDAY vs WM
+59.1%
-93.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.6% | -2.7% |
| 7D | -2.5% | +1.2% | -3.7% | -3.0% |
| 30D | +4.7% | +13.1% | -8.4% | -0.7% |
| 3M | +13.3% | +3.6% | +9.7% | +11.4% |
| 6M | +57.3% | +8.1% | +49.2% | +52.4% |
| YTD | -10.2% | +8.9% | -19.1% | -13.5% |
| 1Y | -14.1% | +20.3% | -34.4% | -20.8% |
| 3Y | -11.7% | +46.2% | -57.8% | -28.9% |
| All | -34.1% | +59.1% | -93.2% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling